Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data

DOI10.1017/ASB.2024.4zbMATH Open1546.91222MaRDI QIDQ6556599FDOQ6556599

Authors: Francis Duval, Jean-Philippe Boucher, Mathieu Pigeon 

Publication date: 17 June 2024

Published in: ASTIN Bulletin (Search for Journal in Brave)

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zbMATH Keywords

deep learningmultivariate negative binomialautomobile insurancecombined actuarial neural networkclaim count data

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07)

Cites Work

• Regression analysis of count data
• Deep learning
• Claims frequency modeling using telematics car driving data
• Actuarial Modelling of Claim Counts
• Bias regularization in neural network models for general insurance pricing
• Covariate selection from telematics car driving data
• Improving automobile insurance claims frequency prediction with telematics car driving data
• Neural network embedding of the over-dispersed Poisson reserving model
• The use of annual mileage as a rating variable
• Feature extraction from telematics car driving heatmaps
• Autocalibration and Tweedie-dominance for insurance pricing with machine learning
• Statistical foundations of actuarial learning and its applications
• The balance property in neural network modelling

Cited In (3)

• Detection of interacting variables for generalized linear models via neural networks
• Enhancing actuarial non-life pricing models via transformers
• Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost , XGBoost , and LightGBM

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